Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
20/11/2024 | 0,20% | 5,11 CHF | 5,12 CHF | 135 000 | 135 000 | 74 343 | 74 343 | 385 073 CHF | 385 818 CHF | 99,90% | 99,90% |
19/11/2024 | 0,20% | 5,10 CHF | 5,11 CHF | 135 000 | 135 000 | 74 054 | 74 054 | 378 719 CHF | 379 461 CHF | 100,00% | 100,00% |
18/11/2024 | 0,20% | 5,19 CHF | 5,20 CHF | 135 000 | 135 000 | 74 278 | 74 278 | 384 673 CHF | 385 417 CHF | 99,55% | 99,55% |
15/11/2024 | 0,19% | 5,19 CHF | 5,20 CHF | 135 000 | 135 000 | 74 073 | 74 073 | 391 553 CHF | 392 295 CHF | 99,72% | 99,72% |
14/11/2024 | 0,19% | 5,35 CHF | 5,36 CHF | 130 000 | 130 000 | 71 747 | 71 747 | 384 335 CHF | 385 054 CHF | 100,00% | 100,00% |
13/11/2024 | 0,19% | 5,25 CHF | 5,26 CHF | 135 000 | 135 000 | 74 232 | 74 232 | 389 524 CHF | 390 267 CHF | 100,00% | 100,00% |
12/11/2024 | 0,20% | 5,23 CHF | 5,24 CHF | 135 000 | 135 000 | 74 227 | 74 227 | 385 341 CHF | 386 085 CHF | 100,00% | 100,00% |
11/11/2024 | 0,19% | 5,17 CHF | 5,18 CHF | 135 000 | 135 000 | 74 246 | 74 246 | 389 612 CHF | 390 356 CHF | 100,00% | 100,00% |
08/11/2024 | 0,19% | 5,24 CHF | 5,25 CHF | 135 000 | 135 000 | 74 411 | 74 411 | 390 967 CHF | 391 712 CHF | 99,19% | 99,19% |
07/11/2024 | 0,20% | 5,26 CHF | 5,27 CHF | 135 000 | 135 000 | 74 207 | 74 207 | 386 706 CHF | 387 449 CHF | 100,00% | 100,00% |